利用倒向随机微分方程和鞅方法，直接得到欧式期货未定权益的一般定价公式以及套期保值策略。
The pricing formula and hedging strategy of European Future contingent claim are obtained by back ward stochastic different equation and martingale method.
利用倒向随机微分方程和鞅方法，讨论国外股票欧式未定权益的一般定价问题，获得了一般定价公式。
The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.
利用鞅方法得到了欧式未定权益定价的一般公式，欧式看涨期权和看跌期权定价及平价关系。
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
本文在修正后的预期理论基础上，研究了期权的一般定价方法。
On the base of the Prospect Theorywhich has been revamped, we obtain the common option pricing method.
这就使得洪水再保险定价不能采用一般的再保险定价方法，必须与其自身风险特征相适应。
This makes the general insurance pricing methods could not be applied to flood reinsurance pricing which must fit its own risk characteristics.
参考了国外法律规制垄断定价的相关制度，并对认定垄断定价的一般方法进行了介绍。
Reference to foreign legal regulations related to the system of monopoly pricing and monopoly pricing which the general method of introduction.
每种定价方法都有其优缺点，一般根据实际情况采用相应的定价方法。
Every pricing method has its own advantages and disadvantages; generally we use certain pricing method according to the actual condition.
一是运用实物期权方法研究创业投资资本资产定价的单期模型，并推广到适应N期决策的一般模型。
First, the method of real options is used to study venture capital asset pricing model of a single period, and extended to the general model of venture capital decision-making of the N periods.
一是运用实物期权方法研究创业投资资本资产定价的单期模型，并推广到适应N期决策的一般模型。
First, the method of real options is used to study venture capital asset pricing model of a single period, and extended to the general model of venture capital decision-making of the N periods.
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